CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Jan-2018

Day Change Summary
	Previous	Current
	05-Jan-2018	08-Jan-2018	Change	Change %	Previous Week
Open	0.7863	0.7866	0.0003	0.0%	0.7812
High	0.7874	0.7871	-0.0003	0.0%	0.7874
Low	0.7834	0.7825	-0.0009	-0.1%	0.7795
Close	0.7868	0.7840	-0.0028	-0.4%	0.7868
Range	0.0040	0.0046	0.0006	15.0%	0.0079
ATR	0.0045	0.0045	0.0000	0.1%	0.0000
Volume	106,228	92,155	-14,073	-13.2%	344,576

Daily Pivots for day following 08-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7958	0.7865
R3	0.7937	0.7912	0.7853
R2	0.7891	0.7891	0.7848
R1	0.7866	0.7866	0.7844	0.7856
PP	0.7845	0.7845	0.7845	0.7840
S1	0.7820	0.7820	0.7836	0.7810
S2	0.7799	0.7799	0.7832
S3	0.7753	0.7774	0.7827
S4	0.7707	0.7728	0.7815

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.8054	0.7911
R3	0.8004	0.7975	0.7890
R2	0.7925	0.7925	0.7882
R1	0.7896	0.7896	0.7875	0.7911
PP	0.7846	0.7846	0.7846	0.7853
S1	0.7817	0.7817	0.7861	0.7832
S2	0.7767	0.7767	0.7854
S3	0.7688	0.7738	0.7846
S4	0.7609	0.7659	0.7825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7874	0.7795	0.0079	1.0%	0.0045	0.6%	57%	False	False	87,346
10	0.7874	0.7699	0.0175	2.2%	0.0040	0.5%	81%	False	False	67,618
20	0.7874	0.7498	0.0376	4.8%	0.0044	0.6%	91%	False	False	61,872
40	0.7874	0.7498	0.0376	4.8%	0.0046	0.6%	91%	False	False	31,500
60	0.7884	0.7498	0.0386	4.9%	0.0047	0.6%	89%	False	False	21,046
80	0.8077	0.7498	0.0579	7.4%	0.0048	0.6%	59%	False	False	15,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8067
2.618	0.7991
1.618	0.7945
1.000	0.7917
0.618	0.7899
HIGH	0.7871
0.618	0.7853
0.500	0.7848
0.382	0.7843
LOW	0.7825
0.618	0.7797
1.000	0.7779
1.618	0.7751
2.618	0.7705
4.250	0.7630

Fisher Pivots for day following 08-Jan-2018
Pivot	1 day	3 day
R1	0.7848	0.7844
PP	0.7845	0.7843
S1	0.7843	0.7841

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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